Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 720 432 CHF | 241 144 CHF | 99,16% | 99,16% |
19/11/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 703 043 CHF | 235 348 CHF | 99,17% | 99,17% |
18/11/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 748 647 CHF | 250 549 CHF | 99,22% | 99,22% |
15/11/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 765 120 CHF | 256 040 CHF | 99,17% | 99,17% |
14/11/2024 | 0,42% | 2,32 CHF | 2,33 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 705 738 CHF | 236 246 CHF | 99,15% | 99,15% |
13/11/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 686 303 CHF | 229 768 CHF | 99,16% | 99,16% |
12/11/2024 | 0,40% | 2,30 CHF | 2,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 750 366 CHF | 251 122 CHF | 99,16% | 99,16% |
11/11/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 790 562 CHF | 264 521 CHF | 99,16% | 99,16% |
08/11/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 737 768 CHF | 246 923 CHF | 99,16% | 99,16% |
07/11/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 693 053 CHF | 232 018 CHF | 98,18% | 98,18% |